+2,640.5%
TFC vs LUV
+4,374.9%
-1,734.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | +2.2% | +3.1% | -0.9% | +1.2% |
| 30D | -2.5% | -17.4% | +14.9% | +3.7% |
| 3M | +4.5% | -4.9% | +9.4% | +5.7% |
| 6M | +11.0% | -5.7% | +16.7% | +11.7% |
| YTD | +5.9% | -5.2% | +11.1% | +5.6% |
| 1Y | +14.6% | +24.1% | -9.6% | +4.1% |
| 3Y | +96.7% | +39.6% | +57.1% | +66.9% |
| 5Y | +15.6% | -12.5% | +28.0% | +12.7% |
| 10Y | +98.6% | +12.9% | +85.7% | +75.8% |
| All | +2,640.5% | +4,374.9% | -1,734.4% | +1,067.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling